Author:
Stehlík Milan,Kiseľák Jozef,Vaičiulis Marijus,Jordanova Pavlina,Soza Ludy Núñez,Fabián Zdeněk,Hermann Philipp,Střelec Luboš,Rivera Andrés,Girard Stéphane,Torres Sebastián
Abstract
AbstractWe acknowledge the priority on the introduction of the formula of t-lgHill estimator for the positive extreme value index. We provide a novel motivation for this estimator based on ecologically driven dynamical systems. Another motivation is given directly by applying the general t-Hill procedure to log-gamma distribution. We illustrate the good quality of t-lgHill estimator in comparison to classical Hill estimator on the novel data of the concentration of arsenic in drinking water in the rural area of the Arica and Parinacota Region, Chile.
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
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